@article {Charpin19, author = {Fran{\c c}oise Charpin and Dominique Lacaze}, title = {Efficient Portfolios for Alternative Investments}, volume = {8}, number = {4}, pages = {19--25}, year = {2006}, doi = {10.3905/jai.2006.627847}, publisher = {Institutional Investor Journals Umbrella}, abstract = {In this article, mean-variance optimization is used to construct efficient market-neutral portfolios as well as equity long/short portfolios. The methodology takes into account the specific aspects of these strategy constructions. Using a sample of stocks, the methodology is used to construct market-neutral and long-short portfolios and the performance of each is examined.TOPICS: Real assets/alternative investments/private equity, security analysis and valuation, portfolio construction, performance measurement}, issn = {1520-3255}, URL = {https://jai.pm-research.com/content/8/4/19}, eprint = {https://jai.pm-research.com/content/8/4/19.full.pdf}, journal = {The Journal of Alternative Investments} }